This is an old Grimm's tale, one of the how it came to be stories. As is the story of God's animal and Satan's animal. God chose the wolf as his animal. Satan chose the goat. However, the goat had a long hairy tail that kept getting caught in brambles, and the wolves would eat them. Satan evenually got tired of either untangling his goats from brambles or having them eaten by wolves, so he cut their tails off.

I like how everyone is nitpicking at the joke. It's a joke and I bet most of the complaints is because it has god in it and we all know that putting god in any sentence is meant to be super for realsies.